S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0211	12.15
$α$	0.0235	15.87
$β$	0.9626	766.44
$γ$	0.0172	5.98

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Fairfax Media Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fairfax Media Ltd Analyses